+8,153.7%
STLD vs GAP
+355.3%
+7,798.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +3.1% | -4.5% | +7.6% | +4.6% |
| 30D | -9.0% | +9.0% | -18.0% | -11.8% |
| 3M | -12.4% | +5.0% | -17.4% | -14.3% |
| 6M | +25.5% | -17.8% | +43.3% | +30.7% |
| YTD | +43.6% | -10.4% | +54.0% | +45.2% |
| 1Y | +87.2% | -3.4% | +90.6% | +83.6% |
| 3Y | +135.2% | +111.5% | +23.8% | +61.4% |
| 5Y | +290.9% | +8.8% | +282.1% | +208.1% |
| 10Y | +1,113.5% | +32.9% | +1,080.6% | +653.3% |
| All | +8,153.7% | +355.3% | +7,798.4% | +3,136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling